Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249783.2444 | 281872.4151 | -32089.1707 | 164170.4878 | 24590.2372 | 139580.2506 |
Total P&L (%) | 249.7832 | 281.8724 | -32.0892 | 164.1705 | 24.5902 | 139.5803 |
Avg Daily Profit (%) | 0.2024 | 0.2284 | -0.026 | 0.0787 | 0.0178 | 0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169230 | -90015 | -169230 | -1031396 | -395597 | -700078 |
Profit Factor | 1.2538 | 1.7999 | 0.9492 | 1.0392 | 1.0145 | 1.0561 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 118 | 56 | 62 | 102 | 50 | 52 |
Losing Trades | 64 | 35 | 29 | 80 | 41 | 39 |
Profitability (%) | 64.8352 | 61.5385 | 68.1319 | 56.044 | 54.9451 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.68 | 1.1249 | 0.444 | 0.8151 | 0.8319 | 0.792 |
Largest Winning Trade | 62811 | 62811 | 42799 | 1045326 | 130766 | 1045326 |
Largest Losing Trade | -169230 | -36332 | -169230 | -374414 | -177827 | -374414 |
Avg Bars in Trades | 80 | 73 | 86 | 80 | 73 | 86 |
Avg Bars in Winners | 65 | 59 | 70 | 68 | 59 | 77 |
Avg Bars in Losers | 108 | 96 | 121 | 95 | 92 | 98 |
Bars Traded | 14619 | 6727 | 7890 | 14619 | 6727 | 7890 |
Profit Streak | 21.7167 | 21.7167 | 40.7167 | 21.7167 | 21.7167 | 40.7167 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364298 | 428438 | -577034 | -263689 | -378263 | -256875 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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